+1,575.9%
NRG vs ARWR
+1,770.5%
-194.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | +9.3% | +2.9% | +6.4% | +9.1% |
| 30D | +1.3% | -2.9% | +4.2% | +1.4% |
| 3M | -6.0% | +15.2% | -21.2% | -6.7% |
| 6M | -22.0% | +42.3% | -64.2% | -23.4% |
| YTD | -24.1% | +28.2% | -52.3% | -25.2% |
| 1Y | -18.0% | +213.2% | -231.3% | -22.6% |
| 3Y | +220.0% | +184.6% | +35.4% | +198.0% |
| 5Y | +201.1% | +29.2% | +171.9% | +185.5% |
| 10Y | +1,085.1% | +1,012.5% | +72.5% | +894.4% |
| All | +1,575.9% | +1,770.5% | -194.6% | +1,207.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling